Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-11 0.375394 0.413234 0.454885 0.504439 0.562193 0.627877 0.708957
2025-05-18 0.319345 0.365422 0.419156 0.487311 0.572725 0.678018 0.820579
2025-05-25 0.279372 0.328460 0.388106 0.467400 0.572430 0.710468 0.912381
2025-06-01 0.257854 0.310346 0.376464 0.468158 0.596010 0.774713 1.057233
2025-06-08 0.246485 0.303172 0.377021 0.483684 0.640152 0.873087 1.273382
2025-06-15 0.233269 0.291949 0.370509 0.487857 0.667584 0.950384 1.475115
2025-06-22 0.219840 0.279070 0.360166 0.484760 0.682764 1.009913 1.661282
2025-06-29 0.208240 0.267666 0.350668 0.481467 0.696510 1.068573 1.862483
2025-07-06 0.194748 0.252601 0.334590 0.466239 0.688273 1.086289 1.983717
2025-07-13 0.188939 0.248042 0.333451 0.474129 0.719898 1.183094 2.315570
2025-07-20 0.183307 0.243297 0.331546 0.480370 0.749163 1.280976 2.692634
2025-07-27 0.175889 0.235427 0.324226 0.476770 0.759679 1.342061 3.000046
2025-08-03 0.170203 0.230039 0.320718 0.479905 0.784595 1.442903 3.492076
2025-08-10 0.160928 0.218704 0.307060 0.464112 0.770294 1.451154 3.691102
2025-08-17 0.151826 0.207212 0.292513 0.445612 0.748434 1.437468 3.809568
2025-08-24 0.147317 0.202600 0.288829 0.446350 0.766312 1.526339 4.384048
2025-08-31 0.145798 0.202533 0.292527 0.460850 0.815347 1.709644 5.543413
2025-09-07 0.142407 0.199308 0.290708 0.464748 0.841662 1.839101 6.619400
2025-09-14 0.138058 0.194336 0.285615 0.461863 0.852063 1.925350 7.584064
2025-09-21 0.133965 0.189593 0.280645 0.458794 0.861625 2.012414 8.708528
2025-09-28 0.128295 0.182059 0.270463 0.444585 0.842564 2.001941 9.115968
2025-10-05 0.126413 0.180662 0.270949 0.451950 0.877757 2.186430 11.552948
2025-10-12 0.124381 0.178920 0.270706 0.457772 0.910036 2.374497 14.721256